Email this article The Asymptotic Behavior of the Mean Sojourn Time for a Random Walk Above a Receding Curvilinear Boundary
- Authors: Borisov I.S.1,2, Shefer E.I.2
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Affiliations:
- Sobolev Institute of Mathematics SB RAS
- Novosibirsk State University
- Issue: Vol 237, No 4 (2019)
- Pages: 511-520
- Section: Article
- URL: https://journal-vniispk.ru/1072-3374/article/view/242388
- DOI: https://doi.org/10.1007/s10958-019-04177-1
- ID: 242388
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Abstract
We study the asymptotic behavior of the mean sojourn time for a random walk above a receding curved boundary in the case where the jump distribution satisfies the Cramèr condition.
About the authors
I. S. Borisov
Sobolev Institute of Mathematics SB RAS; Novosibirsk State University
Author for correspondence.
Email: sibam@math.nsc.ru
Russian Federation, 4, Akad. Koptyuga pr, Novosibirsk, 630090; 1, Pirogova St, Novosibirsk, 630090
E. I. Shefer
Novosibirsk State University
Email: sibam@math.nsc.ru
Russian Federation, 1, Pirogova St, Novosibirsk, 630090
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